یہ حکمت عملی روایتی حرکت پذیر اوسط حکمت عملیوں کی بہتری ہے ، جو تیزی اور bearish تعصب کا تعین کرنے میں مدد کے لئے Ichimoku کلاؤڈ اشارے کا استعمال کرتی ہے۔ یہ قیمتوں میں خرابی اور حرکت پذیر اوسط کراس اوورز کے ذریعہ ممکنہ رجحان الٹ پوائنٹس کی نشاندہی کرتی ہے ، جس سے کم خطرہ والے تجارتی مواقع کو حاصل کرنے میں مدد ملتی ہے۔
ایچیموکو کلاؤڈ میں ٹینکن لائن ، کیجون لائن ، چیکو لائن اور سینکو لائنیں شامل ہیں۔ گولڈن کراس اور ڈیڈ کراس سگنل اس وقت پیدا ہوتے ہیں جب ٹینکن لائن کیجون لائن کے اوپر یا نیچے سے گزرتی ہے۔ کلاؤڈ کی قیمتوں میں خرابی انٹری سگنل کے طور پر کام کرتی ہے ، جبکہ کیجون اور سینکو لائنیں جو کلاؤڈ بناتی ہیں وہ اسٹاپ نقصان کی لائنوں کے طور پر کام کرتی ہیں۔
خاص طور پر ، لانگ انٹری سگنل اس وقت متحرک ہوتا ہے جب ٹینکن لائن کیجون لائن کو عبور کرتی ہے اور قیمت بادل کے اوپری حصے سے اوپر ٹوٹ جاتی ہے۔ طویل عرصے میں داخل ہونے کے بعد ، اگر قیمت بادل کے نیچے ٹوٹ جاتی ہے تو ، پوزیشن کو روک دیا جائے گا۔ مختصر انٹری اور اسٹاپ نقصان کے اصول ایک جیسے ہیں۔
روایتی حرکت پذیر اوسط حکمت عملی کے مقابلے میں، اس حکمت عملی کے مندرجہ ذیل فوائد ہیں:
اس حکمت عملی کے اہم خطرات میں شامل ہیں:
حل:
اس حکمت عملی کو مزید بہتر بنایا جا سکتا ہے:
اختتام کے طور پر ، یہ ایک مجموعی طور پر قابل اعتماد ، کم خطرہ رجحان کی پیروی کرنے والی حکمت عملی ہے۔ چلتی اوسط کے اوپر Ichimoku کلاؤڈ کو شامل کرکے ، یہ کچھ غلط سگنلز کو فلٹر کرنے میں مدد کرتا ہے۔ کلاؤڈ اسٹاپ نقصان بھی اسے رسک مینجمنٹ کے لحاظ سے مضبوط بناتا ہے۔ مزید اصلاحات سے زیادہ مستقل الفا نسل پیدا ہوسکتی ہے۔
/*backtest start: 2024-01-01 00:00:00 end: 2024-01-31 23:59:59 period: 1h basePeriod: 15m exchanges: [{"eid":"Futures_Binance","currency":"BTC_USDT"}] */ //@version=5 // ----------------------------------------------------------------------------- // Copyright © 2024 Skyrex, LLC. All rights reserved. // ----------------------------------------------------------------------------- // Version: v2 // Release: Jan 19, 2024 strategy(title = "Advanced Ichimoku Clouds Strategy Long and Short", shorttitle = "Ichimoku Strategy Long and Short", overlay = true, format = format.inherit, pyramiding = 1, calc_on_order_fills = false, calc_on_every_tick = true, default_qty_type = strategy.percent_of_equity, default_qty_value = 100, initial_capital = 10000, currency = currency.NONE, commission_type = strategy.commission.percent, commission_value = 0) // Trading Period Settings lookBackPeriodStart = input(title="Trade Start Date/Time", defval = timestamp('2023-01-01T00:00:00'), group = "Trading Period") lookBackPeriodStop = input(title="Trade Stop Date/Time", defval = timestamp('2025-01-01T00:00:00'), group = "Trading Period") // Trading Mode tradingMode = input.string("Long", "Trading Mode", options = ["Long", "Short"], group = "Position side") // Long Mode Signal Options entrySignalOptionsLong = input.string("Bullish All", "Select Entry Signal (Long)", options = ["None", "Bullish Strong", "Bullish Neutral", "Bullish Weak", "Bullish Strong and Neutral", "Bullish Neutral and Weak", "Bullish Strong and Weak", "Bullish All"], group = "Long Mode Signals - set up if Trading Mode: Long") exitSignalOptionsLong = input.string("Bearish Weak", "Select Exit Signal (Long)", options = ["None", "Bearish Strong", "Bearish Neutral", "Bearish Weak", "Bearish Strong and Neutral", "Bearish Neutral and Weak", "Bearish Strong and Weak", "Bearish All"], group = "Long Mode Signals - set up if Trading Mode: Long") // Short Mode Signal Options entrySignalOptionsShort = input.string("None", "Select Entry Signal (Short)", options = ["None", "Bearish Strong", "Bearish Neutral", "Bearish Weak", "Bearish Strong and Neutral", "Bearish Neutral and Weak", "Bearish Strong and Weak", "Bearish All"], group = "Short Mode Signals - set up if Trading Mode: Short") exitSignalOptionsShort = input.string("None", "Select Exit Signal (Short)", options = ["None", "Bullish Strong", "Bullish Neutral", "Bullish Weak", "Bullish Strong and Neutral", "Bullish Neutral and Weak", "Bullish Strong and Weak", "Bullish All"], group = "Short Mode Signals - set up if Trading Mode: Short") // Risk Management Settings takeProfitPct = input.float(7, "Take Profit, % (0 - disabled)", minval = 0, step = 0.1, group = "Risk Management") stopLossPct = input.float(3.5, "Stop Loss, % (0 - disabled)", minval = 0, step = 0.1, group = "Risk Management") // Indicator Settings tenkanPeriods = input.int(9, "Tenkan", minval=1, group="Indicator Settings") kijunPeriods = input.int(26, "Kijun", minval=1, group="Indicator Settings") chikouPeriods = input.int(52, "Chikou", minval=1, group="Indicator Settings") displacement = input.int(26, "Offset", minval=1, group="Indicator Settings") // Display Settings showTenkan = input(false, "Show Tenkan Line", group = "Display Settings") showKijun = input(false, "Show Kijun Line", group = "Display Settings") showSenkouA = input(true, "Show Senkou A Line", group = "Display Settings") showSenkouB = input(true, "Show Senkou B Line", group = "Display Settings") showChikou = input(false, "Show Chikou Line", group = "Display Settings") // Function to convert percentage to price points based on entry price pctToPoints(pct) => strategy.position_avg_price * pct / 100 // Colors and Transparency Level transparencyLevel = 90 colorGreen = color.new(#36a336, 23) colorRed = color.new(#d82727, 47) colorTenkanViolet = color.new(#9400D3, 0) colorKijun = color.new(#fdd8a0, 0) colorLime = color.new(#006400, 0) colorMaroon = color.new(#8b0000, 0) colorGreenTransparent = color.new(colorGreen, transparencyLevel) colorRedTransparent = color.new(colorRed, transparencyLevel) // Ichimoku Calculations donchian(len) => math.avg(ta.lowest(len), ta.highest(len)) tenkan = donchian(tenkanPeriods) kijun = donchian(kijunPeriods) senkouA = math.avg(tenkan, kijun) senkouB = donchian(chikouPeriods) displacedSenkouA = senkouA[displacement - 1] displacedSenkouB = senkouB[displacement - 1] // Plot Ichimoku Lines plot(showTenkan ? tenkan : na, color=colorTenkanViolet, title = "Tenkan", linewidth=2) plot(showKijun ? kijun : na, color=colorKijun, title = "Kijun", linewidth=2) plot(showChikou ? close : na, offset=-displacement, color = colorLime, title = "Chikou", linewidth=1) p1 = plot(showSenkouA ? senkouA : na, offset=displacement - 1, color=colorGreen, title = "Senkou A", linewidth=2) p2 = plot(showSenkouB ? senkouB : na, offset=displacement - 1, color=colorRed, title = "Senkou B", linewidth=2) fill(p1, p2, color=senkouA > senkouB ? colorGreenTransparent : colorRedTransparent) // Signal Calculations bullishSignal = ta.crossover(tenkan, kijun) bearishSignal = ta.crossunder(tenkan, kijun) bullishSignalValues = bullishSignal ? tenkan : na bearishSignalValues = bearishSignal ? tenkan : na strongBullishSignal = bullishSignalValues > displacedSenkouA and bullishSignalValues > displacedSenkouB neutralBullishSignal = ((bullishSignalValues > displacedSenkouA and bullishSignalValues < displacedSenkouB) or (bullishSignalValues < displacedSenkouA and bullishSignalValues > displacedSenkouB)) weakBullishSignal = bullishSignalValues < displacedSenkouA and bullishSignalValues < displacedSenkouB strongBearishSignal = bearishSignalValues < displacedSenkouA and bearishSignalValues < displacedSenkouB neutralBearishSignal = ((bearishSignalValues > displacedSenkouA and bearishSignalValues < displacedSenkouB) or (bearishSignalValues < displacedSenkouA and bearishSignalValues > displacedSenkouB)) weakBearishSignal = bearishSignalValues > displacedSenkouA and bearishSignalValues > displacedSenkouB // Functions to determine entry and exit conditions for Long and Short isEntrySignalLong() => entryCondition = false if entrySignalOptionsLong == "None" entryCondition := false else if entrySignalOptionsLong == "Bullish Strong" entryCondition := strongBullishSignal else if entrySignalOptionsLong == "Bullish Neutral" entryCondition := neutralBullishSignal else if entrySignalOptionsLong == "Bullish Weak" entryCondition := weakBullishSignal else if entrySignalOptionsLong == "Bullish Strong and Neutral" entryCondition := strongBullishSignal or neutralBullishSignal else if entrySignalOptionsLong == "Bullish Neutral and Weak" entryCondition := neutralBullishSignal or weakBullishSignal else if entrySignalOptionsLong == "Bullish Strong and Weak" entryCondition := strongBullishSignal or weakBullishSignal else if entrySignalOptionsLong == "Bullish All" entryCondition := strongBullishSignal or neutralBullishSignal or weakBullishSignal entryCondition isExitSignalLong() => exitCondition = false if exitSignalOptionsLong == "None" exitCondition := false else if exitSignalOptionsLong == "Bearish Strong" exitCondition := strongBearishSignal else if exitSignalOptionsLong == "Bearish Neutral" exitCondition := neutralBearishSignal else if exitSignalOptionsLong == "Bearish Weak" exitCondition := weakBearishSignal else if exitSignalOptionsLong == "Bearish Strong and Neutral" exitCondition := strongBearishSignal or neutralBearishSignal else if exitSignalOptionsLong == "Bearish Neutral and Weak" exitCondition := neutralBearishSignal or weakBearishSignal else if exitSignalOptionsLong == "Bearish Strong and Weak" exitCondition := strongBearishSignal or weakBearishSignal else if exitSignalOptionsLong == "Bearish All" exitCondition := strongBearishSignal or neutralBearishSignal or weakBearishSignal exitCondition isEntrySignalShort() => entryCondition = false if entrySignalOptionsShort == "None" entryCondition := false else if entrySignalOptionsShort == "Bearish Strong" entryCondition := strongBearishSignal else if entrySignalOptionsShort == "Bearish Neutral" entryCondition := neutralBearishSignal else if entrySignalOptionsShort == "Bearish Weak" entryCondition := weakBearishSignal else if entrySignalOptionsShort == "Bearish Strong and Neutral" entryCondition := strongBearishSignal or neutralBearishSignal else if entrySignalOptionsShort == "Bearish Neutral and Weak" entryCondition := neutralBearishSignal or weakBearishSignal else if entrySignalOptionsShort == "Bearish Strong and Weak" entryCondition := strongBearishSignal or weakBearishSignal else if entrySignalOptionsShort == "Bearish All" entryCondition := strongBearishSignal or neutralBearishSignal or weakBearishSignal entryCondition isExitSignalShort() => exitCondition = false if exitSignalOptionsShort == "None" exitCondition := false else if exitSignalOptionsShort == "Bullish Strong" exitCondition := strongBullishSignal else if exitSignalOptionsShort == "Bullish Neutral" exitCondition := neutralBullishSignal else if exitSignalOptionsShort == "Bullish Weak" exitCondition := weakBullishSignal else if exitSignalOptionsShort == "Bullish Strong and Neutral" exitCondition := strongBullishSignal or neutralBullishSignal else if exitSignalOptionsShort == "Bullish Neutral and Weak" exitCondition := neutralBullishSignal or weakBullishSignal else if exitSignalOptionsShort == "Bullish Strong and Weak" exitCondition := strongBullishSignal or weakBullishSignal else if exitSignalOptionsShort == "Bullish All" exitCondition := strongBullishSignal or neutralBullishSignal or weakBullishSignal exitCondition // Strategy logic for entries and exits if true if tradingMode == "Long" takeProfitLevelLong = strategy.position_avg_price * (1 + takeProfitPct / 100) stopLossLevelLong = strategy.position_avg_price * (1 - stopLossPct / 100) if isEntrySignalLong() strategy.entry("Enter Long", strategy.long) if (takeProfitPct > 0 and close >= takeProfitLevelLong) or (stopLossPct > 0 and close <= stopLossLevelLong) or (exitSignalOptionsLong != "None" and isExitSignalLong()) strategy.close("Enter Long", comment="Exit Long") else if tradingMode == "Short" takeProfitLevelShort = strategy.position_avg_price * (1 - takeProfitPct / 100) stopLossLevelShort = strategy.position_avg_price * (1 + stopLossPct / 100) if isEntrySignalShort() strategy.entry("Enter Short", strategy.short) if (takeProfitPct > 0 and close <= takeProfitLevelShort) or (stopLossPct > 0 and close >= stopLossLevelShort) or (exitSignalOptionsShort != "None" and isExitSignalShort()) strategy.close("Enter Short", comment="Exit Short")